Showing 1-25 of 3,656 resultsfor "Index Terms":Differential games
"Index Terms":Differential games
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Maximum principle for non-zero sum differential games of BSDEs involving impulse controls
Proceedings of the 32nd Chinese Control Conference
Year: 2013 | Conference Paper |
Cited by: Papers (2)
This paper is concerned with a new kind of non-zero sum stochastic differential games of backward differential equations involving impulse controls. The most distinguishing features of our problem are that the control variables consist of the regular part and the impulsive part and that the domain of regular control is not necessarily convex. We establish a necessary condition in the form of maxim...Show More
Stochastic Recursive Zero-Sum Differential Game and Mixed Zero-Sum Differential Game Problem with Payoff Functional in BDSDES
2020 IEEE 3rd International Conference of Safe Production and Informatization (IICSPI)
Year: 2020 | Conference Paper |
In this paper, we study stochastic recursive (mixed) zero-sum differential game and this game problem' payoff functional is depicted by the forms of a backward doubly stochastic differential equation'solution. The major means are backward doubly stochastic differential equations (BDSDEs) and double-barrier reflected BDSDEs.in such case, we confirmed the truth of that a saddle point of the stochast...Show More
Risk-Sensitive Zero-Sum Differential Games
We consider two-player risk-sensitive zero-sum differential games (RSZSDGs). In our problem setup, both the drift term and the diffusion term in the controlled stochastic differential equation are dependent on the state and controls of both players, and the objective functional is of the risk-sensitive type. First, a stochastic maximum principle type necessary condition for an open-loop saddle poi...Show More
A Risk-Sensitive Maximum Principle for Non-Zero Sum Differential Games of BSDEs
2018 37th Chinese Control Conference (CCC)
Year: 2018 | Conference Paper |
We consider a risk-sensitive non-zero sum game problem of the stochastic system derived by backward stochastic differential equations (BSDEs). The domain of the control is assumed to be convex. Necessary conditions in the form of Pontryagin's maximum principle for open-loop equilibrium point are obtained for the risk-sensitive backward non-zero sum game problem. An interesting feature is that the ...Show More
In this paper a two person zero sum stochastic differential game is formulated and explicitly solved where the state of the game evolves in a two dimensional sphere. The game is described by a stochastic equation that is the sum of the control strategies of the two players and a Brownian motion in the two-sphere. The problem formulation uses the property that the two-sphere is a rank one compact s...Show More
Necessary and Sufficient Conditions for Pareto Optimal Solution of Backward Stochastic System With Application
In this article, we are interested in studying a new kind of Pareto cooperative differential game of backward stochastic differential equation. Based on the characterizations of Pareto optimal solution, the game problem is transformed into a set of single objective optimal control problems with constraints of backward stochastic differential equations. In the first place, a necessary condition for...Show More
Socially Optimal Nash Equilibrium of Switched Linear Quadratic Differential Games
2021 40th Chinese Control Conference (CCC)
Year: 2021 | Conference Paper |
In this paper, the socially optimal Nash equilibrium of the N-player switched differential game is investigated. Specifically, the definition of the switched Nash equilibrium is presented, and the sufficient condition to construct the switched Nash equilibrium is proposed thereafter. In order to improve the efficiency of the switched Nash equilibrium, the switching strategy is designed to minimize...Show More
Some stochastic differential games with state dependent noise
2015 54th IEEE Conference on Decision and Control (CDC)
Year: 2015 | Conference Paper |
Cited by: Papers (5)
Some two person noncooperative zero sum stochastic differential games are formulated and solved where the stochastic system is linear with stochastic coefficients and a linear state dependence for the Brownian motion noise and a quadratic payoff for the two players. A direct method is used to obtain the optimal strategies. An example is provided for such a stochastic system.Show More
For the pursuit-evasion game of an interceptor pursuing an incoming missile with strong maneuverability in the process of missile combat, a differential game model and its solving method were proposed. Firstly, a particle dynamics model of the missile pursuit-evasion system was given. Secondly, based on the differential game theory, a detailed differential game model of missile combat was establis...Show More
We consider a networked stochastic cooperative differential game by incorporating two types of networks that allow us to study both the dynamic coupling among decision-makers and their strategic interaction. We study a class of coalitional stochastic differential games by means of the Shapley value to determine how influential the edges of either the dynamic coupling or strategic interaction netwo...Show More
Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays
In this technical note, we discuss a nonzero-sum stochastic differential game with delays. Not only the state variable, but also control variables of players involve delays. This kind of games are motivated by some interesting problems arising from economics and finance. Using anticipated backward stochastic differential equations, we establish a necessary condition and a sufficient condition of m...Show More
This paper is concerned with an overlapping information linear-quadratic (LQ) Stackelberg stochastic differential game with two leaders and two followers, where the diffusion terms of the state equation contain both the control and state variables. A distinct feature lies in that, the noisy information available to the leaders and the followers may be asymmetric and have overlapping part. Using a ...Show More
Stochastic Adaptive Linear Quadratic Differential Games
Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic stochastic differential games, but in contrast to most of the existing studies, the coefficient matrices of the systems are assumed to be unknown to both player...Show More
In this paper, we consider a partial observed two-person zero-sum stochastic differential game problem where the system is governed by a stochastic differential equation of mean-field type. Under standard assumptions on the coefficients, the maximum principles for optimal open-loop control in a strong sense as well as a weak one are established by the associated optimal control theory in Tang and ...Show More
Linear-Quadratic Non-Zero Sum Backward Stochastic Differential Game With Overlapping Information
This article studies a linear quadratic non-zero sum stochastic differential game with overlapping information, where the state dynamics are described by a backward stochastic differential equation and the information obtained by two players has a common part but no inclusion relation. The open-loop Nash equilibrium strategy is given by some conditional mean-field stochastic differential equations...Show More
Interpopulation and Intrapopulation Linear Quadratic Differential Games
IEEE Transactions on Control of Network Systems
Year: 2025 | Early Access Article |
We study multi-population game problems consisting of both inter-population and intra-population strategic interactions. In the proposed model, the intra-population dynamics is given by a Stochastic Differential Equation (SDE) and the strategic interaction occurs among agents who are homogeneous within the same population. A stochastic aggregative game takes place in the intra-population game prob...Show More
Interpopulation and Intrapopulation Linear Quadratic Differential Games
Year: 2025 | Early Access Article |
Zero-sum stochastic differential games of mean-field type and BSDEs
Proceedings of the 31st Chinese Control Conference
Year: 2012 | Conference Paper |
In this paper, we deal with zero-sum stochastic game problems for stochastic differential equations (SDEs) of mean-field type, in which the coefficients depend on the law of some functional as well as the state of the process. Moreover, the cost functional is also of mean-field type. For the bounded case, applying the theory of backward stochastic differential equations, we obtain the existence of...Show More
Serious gaming: Environmental impact through math
2017 International Conference on ENERGY and ENVIRONMENT (CIEM)
Year: 2017 | Conference Paper |
Cited by: Papers (1)
The present paper presents a serious game, built on Android tablets, through which students can test, in an attractive, disguised form, the mastering of some mathematical notions which are part of hydrological models for the contaminations of groundwater resources. Our game is based on an adventure story in which the regular game' levels are intertwined with mathematical' levels. Consequently, fin...Show More
The research of optimal guidance law is the emphasis in the field of missile guidance. Among them, the research based on the two-party game has been relatively complete. With the development of modern weapons of war, the game between the two parties has been unable to meet the needs of actual combat, and a more complex tripartite game has been introduced into the design of the optimal guidance law...Show More
Analytical Solution for Escape Region in Coplanar Spacecraft Pursuit- Evasion Game
2024 IEEE International Conference on Unmanned Systems (ICUS)
Year: 2024 | Conference Paper |
The analytical solution of capture and escape regions is a key branch of pursuit-evasion game problem research. Barrier, as the boundary between the capture region and the escape region, has a good property of dividing the state space into the capture region and the escape region. This article proposes a geometric analysis method of “limiting displacement circle”, it establishes the corresponding ...Show More
On the form of integral payoff in differential games with random duration
2017 XXVI International Conference on Information, Communication and Automation Technologies (ICAT)
Year: 2017 | Conference Paper |
In the paper we consider a class of the differential games with random duration, hence with either the random terminal (T) or the initial (T0) time of the game. Within this context we investigate the problem of whether the integral payoff transformation used is most applications can be performed. We prove that the availability of such transformation is subject to a special condition on the utility...Show More
This paper gives a novel differential game scheme to solve the collision avoidance problem for multi-agent systems. Based on the concept of artificial potential field (APF), we combine obstacle avoidance objectives with trajectory optimization targets as the performance index. The feedback strategies are based on the solutions of coupled Riccati equations. Furthermore, it is proved that the feedba...Show More
Optimized Power Control Algorithm Based on Differential Game Theory in Cognitive Radio Networks
2022 41st Chinese Control Conference (CCC)
Year: 2022 | Conference Paper |
An optimized power control algorithm based on differential game theory is proposed. According to the dynamic nature of network, differential game theory is applied to investigate the power control of the cognitive radio network in the proposed algorithm. The time continuity of the network is considered. The power control strategy selections of the secondary users (cognitive users) are modeled as a...Show More
A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications
In this technical note, a nonzero sum differential game is studied, where the state dynamics follows a backward stochastic differential equation with time-delayed generator. An Arrow's sufficient condition for open-loop equilibrium point is proved. A linear-quadratic differential game and a pension fund management problem with time-delayed surplus are discussed as the applications of the sufficien...Show More
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